DOT-USD vs. ICP-USD
DOT-USD (Polkadot) and ICP-USD (Internet Computer) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -42.29%/yr vs -43.20%/yr for ICP-USD. At a 0.23 correlation, their price movements are largely independent.
Performance
DOT-USD vs. ICP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DOT-USD achieves a -53.05% return, which is significantly lower than ICP-USD's -23.13% return.
DOT-USD
- 1D
- -0.71%
- 1M
- -14.30%
- 6M
- -59.09%
- YTD
- -53.05%
- 1Y
- -78.97%
- 3Y*
- -46.34%
- 5Y*
- -42.29%
- 10Y*
- —
ICP-USD
- 1D
- -1.71%
- 1M
- -13.01%
- 6M
- -29.88%
- YTD
- -23.13%
- 1Y
- -60.10%
- 3Y*
- -19.99%
- 5Y*
- -43.20%
- 10Y*
- —
DOT-USD vs. ICP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DOT-USD Polkadot | -53.05% | -73.03% | -22.95% | 96.80% | -84.73% | 19.21% |
ICP-USD Internet Computer | -23.13% | -71.20% | -25.93% | 237.58% | -83.87% | -63.36% |
Correlation
The correlation between DOT-USD and ICP-USD is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.23 |
Over the past year, DOT-USD and ICP-USD have become more correlated (0.70) than their long-term average of 0.23, meaning their price movements have been converging.
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Return for Risk
DOT-USD vs. ICP-USD — Risk / Return Rank
DOT-USD
ICP-USD
DOT-USD vs. ICP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Internet Computer (ICP-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOT-USD | ICP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.95 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.78 | -0.18 |
| Martin ratioReturn relative to average drawdown | -1.40 | -1.03 | -0.37 |
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Drawdowns
DOT-USD vs. ICP-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.50%, roughly equal to the maximum ICP-USD drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for DOT-USD and ICP-USD.
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Drawdown Indicators
| DOT-USD | ICP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -99.67% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -82.23% | -76.70% | -5.53% |
Max Drawdown (3Y)Largest decline over 3 years | -93.00% | -89.03% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -98.50% | -97.38% | -1.12% |
Current DrawdownCurrent decline from peak | -98.44% | -99.65% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -81.35% | -97.71% | +16.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.49% | 67.58% | -13.09% |
Volatility
DOT-USD vs. ICP-USD - Volatility Comparison
Polkadot (DOT-USD) has a higher volatility of 13.37% compared to Internet Computer (ICP-USD) at 12.63%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than ICP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOT-USD | ICP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.37% | 12.63% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 55.69% | 65.78% | -10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.41% | 90.41% | -20.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.78% | 86.53% | -14.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.36% | 92.93% | -20.57% |
Frequently Asked Questions
DOT-USD and ICP-USD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOT-USD has higher volatility (13.37%) compared to ICP-USD (12.63%). In terms of maximum drawdown, DOT-USD dropped -98.50% vs ICP-USD's -99.67%.
ICP-USD currently has the higher Sharpe Ratio (-0.55 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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